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Thursday, June 18, 2009
10:30 AM - 11:30 AM
CNLS Conference Room (TA-3, Bldg 1690)


Entropy methods in the problem of moments

Charles Martin
University of California, Santa Barbara

Given a subset of Euclidean space and a positive density (or measure), one can compute the moments. The `problem of moments' is the inverse problem; i.e., given the moments on a domain, determine the density. We address the approximation problem: Given only finitely many moments there are many solutions to the problem, so we seek the one that maximizes an entropy functional. We'll discuss the pros and cons of the approach and pose some open questions.

Host: Razvan Teodorescu, CNLS/T-4